Targeted minimum loss based estimation (TMLE) provides a template for the construction of semiparametric locally efficient double robust substitution estimators of the target parameter of the data generating distribution in a semiparametric censored data or causal inference model based on a sample of independent and identically distributed copies from this data generating distribution (van der Laan and Rubin (2006), van der Laan (2008), van der Laan and Rose (2011)). TMLE requires 1) writing the target parameter as a particular mapping from a typically infinite dimensional parameter of the probability distribution of the unit data structure into the parameter space, 2) computing the canonical gradient/efficient influence curve of the pathwise derivative of the target parameter mapping, 3) specifying a loss function for this parameter that is possibly indexed by unknown "nuisance" parameters, 4) a least favorable parametric submodel/path through an initial/current estimator of the parameter chosen so that the linear span of the generalized loss-based score at zero fluctuation includes the efficient influence curve, and 5) an updating algorithm involving the iterative minimization of the loss-specific empirical risk over the fluctuation parameters of the least favorable parametric submodel/path. By the generalized loss-based score condition 4) on the submodel and loss function, it follows that the resulting estimator of the infinite dimensional parameter solves the efficient influence curve (i.e., efficient score) equation, providing the basis for the double robustness and asymptotic efficiency of the corresponding substitution estimator of the target parameter obtained by plugging in the updated estimator of the infinite dimensional parameter in the target parameter mapping.

To enhance the finite sample performance of the TMLE of the target parameter, it is of interest to choose the parameter and the nuisance parameter of the loss function as low dimensional as possible. Inspired by this goal, we present a particular closed form TMLE of an intervention specific mean outcome based on general longitudinal data structures. %We also present its generalization of this type of TMLE to other causal parameters. This TMLE provides an alternative to the closed form TMLE presented in van der Laan and Gruber (2010) and Stitelman and vanderLaan (2011) based on the log-likelihood loss function. The theoretical properties of the TMLE are also practically demonstrated with a small scale simulation study. The proposed TMLE builds upon a previously proposed estimator by Bang and Robins (2005) by integrating some of its key and innovative ideas into the TMLE framework.



Included in

Biostatistics Commons